Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Fast.Length

BEST PARAMETERS
PPOthreshold = -0.6
PPO.Entry.Fast.Length = 12
Profit account= 81 (per day adjusted to desire% DD )
Activity = 3.58 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.6 and PPO.Entry.Fast.Length = 12

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
291 22708.12 868.21 3186.39 3 220 171 -10.6 -0.6 12 USDCHF 10.62130 94.150434 28245.1301 21379.7934 24.6251407 0.2533949 No
363 93265.58 873.81 22928.17 4 526 405 -76.4 -0.6 12 XAUUSD 76.42723 13.084341 3925.3024 12203.1867 13.9654922 0.6019615 No
219 51938.12 874.79 18199.40 4 419 348 -60.7 -0.6 12 NZDUSD 60.66467 16.484060 4945.2180 8561.5108 9.7869327 0.4789721 No
255 19540.76 867.36 8834.37 4 173 137 -29.4 -0.6 12 USDCAD 29.44790 33.958279 10187.4837 6635.7058 7.6504632 0.1994558 No
327 61764.05 871.72 31289.35 5 262 196 -104.3 -0.6 12 USDJPY 104.29783 9.587927 2876.3781 5921.8920 6.7933418 0.3005552 No
75 42303.93 861.13 28420.51 4 256 193 -94.7 -0.6 12 EURJPY 94.73503 10.555757 3166.7271 4465.5001 5.1856283 0.2972838 No
147 66202.43 866.64 59647.57 5 322 239 -198.8 -0.6 12 GBPJPY 198.82523 5.029543 1508.8628 3329.6795 3.8420561 0.3715499 No
39 8417.95 845.84 8670.51 3 98 81 -28.9 -0.6 12 EURGBP 28.90170 34.600041 10380.0122 2912.6141 3.4434576 0.1158612 No
3 65585.85 874.94 84405.40 5 396 308 -281.4 -0.6 12 AUDUSD 281.35133 3.554275 1066.2825 2331.1014 2.6642986 0.4526025 No
111 108416.95 858.13 175568.01 6 195 147 -585.2 -0.6 12 EURUSD 585.22670 1.708740 512.6219 1852.5633 2.1588376 0.2272383 Yes
183 57725.77 856.45 206590.74 5 262 210 -688.6 -0.6 12 GBPUSD 688.63580 1.452146 435.6439 838.2627 0.9787643 0.3059139 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 50
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 15 minutes
14 BLAI.length 24
15 BLAISlow.Timeframe 15 minutes
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Geometric_Mean
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1